+49.7%
USHY vs EFV
+116.8%
-67.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -0.7% | +0.6% | -1.3% | -0.9% |
| 3M | +0.1% | +7.5% | -7.5% | -2.2% |
| 6M | +1.8% | +13.0% | -11.3% | -2.1% |
| YTD | +1.8% | +18.3% | -16.5% | -3.6% |
| 1Y | +3.3% | +26.7% | -23.4% | -4.3% |
| 3Y | +27.0% | +89.6% | -62.6% | +2.8% |
| 5Y | +21.0% | +98.2% | -77.2% | -4.2% |
| All | +49.7% | +116.8% | -67.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling